Banco Modal S.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8177 | 2.49 | |
| 0.0329 | 5.62 | |
| 0.9331 | 33.02 | |
| -0.0194 | -1.17 |
Estimation Period:
Apr 30, 2021 to Jun 30, 2023
Apr 30, 2021 to Jun 30, 2023
News Impact Curve
Volatility Forecasts
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